A simplified approach to computing efficiency bounds in semiparametric models

DOI10.1016/S0304-4076(00)00090-7zbMath1130.62336MaRDI QIDQ5939358

Gautam Tripathi, Thomas A. Severini

Publication date: 16 January 2002

Published in: Journal of Econometrics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Nonparametric inference (62G99)

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SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS ⋮ On efficient estimation of the ordered response model ⋮ An efficient nonparametric estimator for models with nonlinear dependence ⋮ On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood ⋮ Identification and information in monotone binary models ⋮ Optimally combining censored and uncensored datasets ⋮ k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS ⋮ Efficient estimation in models with independence restrictions ⋮ A simple derivation of the efficiency bound for conditional moment restriction models ⋮ SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS ⋮ Irregular identification of structural models with nonparametric unobserved heterogeneity ⋮ Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood ⋮ Efficient estimation in partially linear single‐index models for longitudinal data ⋮ Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations ⋮ Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors ⋮ Semiparametric efficiency for partially linear single-index regression models ⋮ Duration time-series models with proportional hazard ⋮ Endogeneity in high dimensions ⋮ Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known ⋮ MOMENT-BASED INFERENCE WITH STRATIFIED DATA ⋮ SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES ⋮ Computing semiparametric efficiency bounds in linear models with nonparametric regressors

Cites Work

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